Well first off the bat never play a new world nation. They're completely flavourless and useless. Go for a nice powerful European nation as your starting choice.
Portugal is the main newbie country since all you have to do is be friendly with Castile and you can play the colonisation game and later come back to Europe with your colonial conscripts and wreck shit.
England used to be a good country in EU3 to pick but in EU4 they start in a very bad spot due to the 100 years war and the war of the roses.
Sweden is a decent choice since it becomes such a powerhouse in the Baltic, it also has the most flavour and some of the most powerful ideas in the game. You do start in a personal union with Denmark but that tends to be of a boon than a problem in the early game since it provides a lot of protection. Later you'll have so much powerhouse from expansion into the Baltic you'll be able to hit Denmark into submission and become independent with ease.
Castil is a lot like Portugal although a lot stronger but they do face the might of France which is extremely problematic. If you can starve off France for the early and mid game you have the very really possibility of taking the whole new world, returning and dominating all European politics.
France is a very powerful country but tends to be ganged up on by the whole of Europe extremely fast. The early game can be fairly difficult and the medium game can be very hard if you went too over board with conquest. France is a lesson in patience and discipline. Expanding too fast and too greedily will meet you the same end as Napoleon.
Austria and the German states have the HRE mechanics to worry about so they shouldn't be a first nation pick. If you do want to play the HRE game Brandenburg is a very decent minor with the possibility to have the strongest land army in the game.
Venice is an interesting choice to play the trade game. It does have to worry about both the Austrians and Ottomans. Pushing into Italy isn't recommended since it will push the brunt of the HRE onto you while pushing into the Mediterranean may push the brunt of the Ottomans onto you. Genoa isn't nearly as interesting as Venice but they do have the protection of the HRE. The Hansa is the trade power of the north which while protected by the HRE is highly limited on room for expansion which limits its options.
As for trade you'll want to consult
this as a start and then play as one of the trading countries (like Venice or the Hansa) so you get a better understanding. You can then move on to the really
in depth guides if you feel you need them but they're really not needed unless you really want to abuse trade mechanics.
Land combat is really quite awful in describing how it works and really isn't transparent at all. To be honest there is actually quite a lot of conflict over what is the real way the system works.
The wiki has a nice breakdown of how it works. All I could really say is to make sure you have a bigger army than the enemy, make sure you're not fighting in bad terrain, not be behind the enemy in military tech and to never get in a land war with France.
As for royal marriages it really just means that if you have low prestige and no heir that a successor from another country may claim the throne, forcing you into a personal union which is like a vassal that doesn't pay tribute. It really isn't something to be too concerned with as a player as long as you maintain decent legitimacy and prestige.